FIBR vs. AGG
Compare and contrast key facts about iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) and iShares Core U.S. Aggregate Bond ETF (AGG).
FIBR and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIBR is a passively managed fund by iShares that tracks the performance of the FIBR-US - Bloomberg U.S. Fixed Income Balanced Risk Index. It was launched on Feb 24, 2015. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both FIBR and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIBR or AGG.
Key characteristics
| FIBR | AGG | |
|---|---|---|
| YTD Return | 5.25% | 1.70% |
| 1Y Return | 10.43% | 7.76% |
| 3Y Return (Ann) | -0.69% | -2.48% |
| 5Y Return (Ann) | 0.36% | -0.09% |
| Sharpe Ratio | 2.51 | 1.40 |
| Sortino Ratio | 4.02 | 2.04 |
| Omega Ratio | 1.53 | 1.25 |
| Calmar Ratio | 0.87 | 0.53 |
| Martin Ratio | 18.64 | 5.14 |
| Ulcer Index | 0.57% | 1.62% |
| Daily Std Dev | 4.24% | 5.96% |
| Max Drawdown | -18.47% | -18.43% |
| Current Drawdown | -2.65% | -8.58% |
Correlation
The correlation between FIBR and AGG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FIBR vs. AGG - Performance Comparison
In the year-to-date period, FIBR achieves a 5.25% return, which is significantly higher than AGG's 1.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIBR vs. AGG - Expense Ratio Comparison
FIBR has a 0.25% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FIBR vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) and iShares Core U.S. Aggregate Bond ETF (AGG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FIBR vs. AGG - Dividend Comparison
FIBR's dividend yield for the trailing twelve months is around 4.93%, more than AGG's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIBR iShares U.S. Fixed Income Balanced Risk Factor ETF | 4.93% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.96% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
FIBR vs. AGG - Drawdown Comparison
The maximum FIBR drawdown since its inception was -18.47%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for FIBR and AGG. For additional features, visit the drawdowns tool.
Volatility
FIBR vs. AGG - Volatility Comparison
The current volatility for iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) is 0.73%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.45%. This indicates that FIBR experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.